Cannot move several emails from mailbox to PST.

Running Outlook 2003 with Exchange 2003.

I'm trying to move ~5600 items from my Inbox to a PST file. I'm going to
Edit -> Select All and then dragging them over to a folder in my PST file.
However, it tells me "Can't move the items. Some items could not be moved.
They were either already moved or deleted, or access was denied."

Is there a max limit on how many items or size of items that I can move?

I was able to move a few items and it worked. Then I moved ~2000 items and
it worked. I then did Edit -> Select All on the remaining 3300 items and
they moved.

Thanks,

Jaycee